ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 23-Jan-2009

Day Change Summary
	Previous	Current
	22-Jan-2009	23-Jan-2009	Change	Change %	Previous Week
Open	122-040	122-100	0-060	0.2%	123-060
High	122-240	122-130	-0-110	-0.3%	124-040
Low	121-150	121-060	-0-090	-0.2%	121-060
Close	121-290	121-230	-0-060	-0.2%	121-230
Range	1-090	1-070	-0-020	-4.9%	2-300
ATR	1-103	1-100	-0-002	-0.6%	0-000
Volume	3,782	2,105	-1,677	-44.3%	6,742

Daily Pivots for day following 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-137	124-253	122-124
R3	124-067	123-183	122-017
R2	122-317	122-317	121-302
R1	122-113	122-113	121-266	122-020
PP	121-247	121-247	121-247	121-200
S1	121-043	121-043	121-194	120-270
S2	120-177	120-177	121-158
S3	119-107	119-293	121-123
S4	118-037	118-223	121-016

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	131-050	129-120	123-107
R3	128-070	126-140	122-168
R2	125-090	125-090	122-082
R1	123-160	123-160	121-316	122-295
PP	122-110	122-110	122-110	122-018
S1	120-180	120-180	121-144	119-315
S2	119-130	119-130	121-058
S3	116-150	117-200	120-292
S4	113-170	114-220	120-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-040	121-060	2-300	2.4%	1-108	1.1%	18%	False	True	1,348
10	125-040	121-060	3-300	3.2%	1-078	1.0%	13%	False	True	935

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-091
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-188
2.618	125-191
1.618	124-121
1.000	123-200
0.618	123-051
HIGH	122-130
0.618	121-301
0.500	121-255
0.382	121-209
LOW	121-060
0.618	120-139
1.000	119-310
1.618	119-069
2.618	117-319
4.250	116-002

Fisher Pivots for day following 23-Jan-2009
Pivot	1 day	3 day
R1	121-255	122-190
PP	121-247	122-097
S1	121-238	122-003

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols